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On the control of LTI systems with rough control laws 用粗糙控制法控制 LTI 系统
arXiv - MATH - Optimization and Control Pub Date : 2024-09-18 DOI: arxiv-2409.11766
Lucas DavronCEREMADE
{"title":"On the control of LTI systems with rough control laws","authors":"Lucas DavronCEREMADE","doi":"arxiv-2409.11766","DOIUrl":"https://doi.org/arxiv-2409.11766","url":null,"abstract":"The theory of linear time invariant systems is well established and allows,\u0000among other things, to formulate and solve control problems in finite time. In\u0000this context the control laws are typically taken in a space of the form\u0000L^p(0,T;U). In this paper we consider the possibility of taking control laws in\u0000(H^1(0,T;U))* , which induces non-trivial issues. We overcome these\u0000difficulties by adapting the functional setting, notably by considering a\u0000generalized final state for the systems under consideration. In addition we\u0000collect time regularity properties and we pretend that in general it is not\u0000possible to consider control laws in H^{-1}(0,T;U). Then, we apply our results\u0000to propose an interpretation of the inifinite order of defect for an\u0000observability inequality, in terms of controllability properties.","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"17 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142254610","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Proximal Variable Smoothing for Nonsmooth Minimization Involving Weakly Convex Composite with MIMO Application 涉及弱凸复合的非光滑最小化的近端变量平滑法与多输入多输出应用
arXiv - MATH - Optimization and Control Pub Date : 2024-09-17 DOI: arxiv-2409.10934
Keita Kume, Isao Yamada
{"title":"A Proximal Variable Smoothing for Nonsmooth Minimization Involving Weakly Convex Composite with MIMO Application","authors":"Keita Kume, Isao Yamada","doi":"arxiv-2409.10934","DOIUrl":"https://doi.org/arxiv-2409.10934","url":null,"abstract":"We propose a proximal variable smoothing algorithm for nonsmooth optimization\u0000problem with sum of three functions involving weakly convex composite function.\u0000The proposed algorithm is designed as a time-varying forward-backward splitting\u0000algorithm with two steps: (i) a time-varying forward step with the gradient of\u0000a smoothed surrogate function, designed with the Moreau envelope, of the sum of\u0000two functions; (ii) the backward step with a proximity operator of the\u0000remaining function. For the proposed algorithm, we present a convergence\u0000analysis in terms of a stationary point by using a newly smoothed surrogate\u0000stationarity measure. As an application of the target problem, we also present\u0000a formulation of multiple-input-multiple-output (MIMO) signal detection with\u0000phase-shift keying. Numerical experiments demonstrate the efficacy of the\u0000proposed formulation and algorithm.","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"29 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142254637","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Nesterov's method of dichotomy via Order Oracle: The problem of optimizing a two-variable function on a square 通过 Order Oracle 的涅斯捷罗夫二分法:优化正方形上的双变量函数问题
arXiv - MATH - Optimization and Control Pub Date : 2024-09-17 DOI: arxiv-2409.11077
Boris Chervonenkis, Andrei Krasnov, Alexander Gasnikov, Aleksandr Lobanov
{"title":"Nesterov's method of dichotomy via Order Oracle: The problem of optimizing a two-variable function on a square","authors":"Boris Chervonenkis, Andrei Krasnov, Alexander Gasnikov, Aleksandr Lobanov","doi":"arxiv-2409.11077","DOIUrl":"https://doi.org/arxiv-2409.11077","url":null,"abstract":"The challenges of black box optimization arise due to imprecise responses and\u0000limited output information. This article describes new results on optimizing\u0000multivariable functions using an Order Oracle, which provides access only to\u0000the order between function values and with some small errors. We obtained\u0000convergence rate estimates for the one-dimensional search method (golden ratio\u0000method) under the condition of oracle inaccuracy, as well as convergence\u0000results for the algorithm on a \"square\" (also with noise), which outperforms\u0000its alternatives. The results obtained are similar to those in problems with\u0000oracles providing significantly more information about the optimized function.\u0000Additionally, the practical application of the algorithm has been demonstrated\u0000in maximizing a preference function, where the parameters are the acidity and\u0000sweetness of the drink. This function is expected to be convex or at least\u0000quasi-convex.","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"201 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142254634","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Relationship between stochastic maximum principle and dynamic programming principle under convex expectation 凸期望下随机最大原则与动态程序设计原则的关系
arXiv - MATH - Optimization and Control Pub Date : 2024-09-17 DOI: arxiv-2409.10987
Xiaojuan Li, Mingshang Hu
{"title":"Relationship between stochastic maximum principle and dynamic programming principle under convex expectation","authors":"Xiaojuan Li, Mingshang Hu","doi":"arxiv-2409.10987","DOIUrl":"https://doi.org/arxiv-2409.10987","url":null,"abstract":"In this paper, we study the relationship between maximum principle (MP) and\u0000dynamic programming principle (DPP) for forward-backward control system under\u0000consistent convex expectation dominated by G-expectation. Under the smooth\u0000assumptions for the value function, we get the relationship between MP and DPP\u0000under a reference probability by establishing a useful estimate. If the value\u0000function is not smooth, then we obtain the first-order sub-jet and super-jet of\u0000the value function at any t. However, the processing method in this case is\u0000much more difficult than that when t equals 0.","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"69 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142254635","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Birth control and turnpike property of Lotka-McKendrick models 洛特卡-麦肯德里克模型的生育控制和岔道特性
arXiv - MATH - Optimization and Control Pub Date : 2024-09-17 DOI: arxiv-2409.11247
Marius Bargo, Yacouba Simpore
{"title":"Birth control and turnpike property of Lotka-McKendrick models","authors":"Marius Bargo, Yacouba Simpore","doi":"arxiv-2409.11247","DOIUrl":"https://doi.org/arxiv-2409.11247","url":null,"abstract":"In this paper, we investigate, simultaneously, the null-controllability via\u0000the feedback control method and the turnpike property of dynamic systems\u0000arising from population dynamics models where the control is localized on the\u0000non-local term. These models describe the dynamics of one or several\u0000populations with age dependence and spatial structure involving time. By\u0000considering control functions localized with respect to the spatial variable at\u0000the time (t) but active for age ( a=0 ), we prove that the entire\u0000population can be steered to zero in any positive time ( T>A ) for any data\u0000in ( L^2(Omegatimes(0,A)).) Regarding turnpike property, we use the results\u0000of null-controllability and the Phillips'theorem for stability and we design an\u0000appropriate dichotomy transformation, based on solutions of the algebraic\u0000Riccati and Lyapunov equations. We give numerical examples to support the\u0000analytic results.","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"15 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142254609","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Towards Optimal Spatio-Temporal Decomposition of Control-Related Sum-of-Squares Programs 实现与控制有关的平方和程序的最佳时空分解
arXiv - MATH - Optimization and Control Pub Date : 2024-09-17 DOI: arxiv-2409.11196
Vít Cibulka, Milan Korda, Tomáš Haniš
{"title":"Towards Optimal Spatio-Temporal Decomposition of Control-Related Sum-of-Squares Programs","authors":"Vít Cibulka, Milan Korda, Tomáš Haniš","doi":"arxiv-2409.11196","DOIUrl":"https://doi.org/arxiv-2409.11196","url":null,"abstract":"This paper presents a method for calculating the Region of Attraction (ROA)\u0000of nonlinear dynamical systems, both with and without control. The ROA is\u0000determined by solving a hierarchy of semidefinite programs (SDPs) defined on a\u0000splitting of the time and state space. Previous works demonstrated that this\u0000splitting could significantly enhance approximation accuracy, although the\u0000improvement was highly dependent on the ad-hoc selection of split locations. In\u0000this work, we eliminate the need for this ad-hoc selection by introducing an\u0000optimization-based method that performs the splits through conic\u0000differentiation of the underlying semidefinite programming problem. We provide\u0000the differentiability conditions for the split ROA problem, prove the absence\u0000of a duality gap, and demonstrate the effectiveness of our method through\u0000numerical examples.","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"15 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142254611","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Balancing Optimality and Diversity: Human-Centered Decision Making through Generative Curation 平衡最优性与多样性:通过 "生成式策划 "进行以人为本的决策
arXiv - MATH - Optimization and Control Pub Date : 2024-09-17 DOI: arxiv-2409.11535
Michael Lingzhi Li, Shixiang Zhu
{"title":"Balancing Optimality and Diversity: Human-Centered Decision Making through Generative Curation","authors":"Michael Lingzhi Li, Shixiang Zhu","doi":"arxiv-2409.11535","DOIUrl":"https://doi.org/arxiv-2409.11535","url":null,"abstract":"The surge in data availability has inundated decision-makers with an\u0000overwhelming array of choices. While existing approaches focus on optimizing\u0000decisions based on quantifiable metrics, practical decision-making often\u0000requires balancing measurable quantitative criteria with unmeasurable\u0000qualitative factors embedded in the broader context. In such cases, algorithms\u0000can generate high-quality recommendations, but the final decision rests with\u0000the human, who must weigh both dimensions. We define the process of selecting\u0000the optimal set of algorithmic recommendations in this context as\u0000human-centered decision making. To address this challenge, we introduce a novel\u0000framework called generative curation, which optimizes the true desirability of\u0000decision options by integrating both quantitative and qualitative aspects. Our\u0000framework uses a Gaussian process to model unknown qualitative factors and\u0000derives a diversity metric that balances quantitative optimality with\u0000qualitative diversity. This trade-off enables the generation of a manageable\u0000subset of diverse, near-optimal actions that are robust to unknown qualitative\u0000preferences. To operationalize this framework, we propose two implementation\u0000approaches: a generative neural network architecture that produces a\u0000distribution $pi$ to efficiently sample a diverse set of near-optimal actions,\u0000and a sequential optimization method to iteratively generates solutions that\u0000can be easily incorporated into complex optimization formulations. We validate\u0000our approach with extensive datasets, demonstrating its effectiveness in\u0000enhancing decision-making processes across a range of complex environments,\u0000with significant implications for policy and management.","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"10 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142254607","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Dynamic Range Reduction via Branch-and-Bound 通过分支和边界缩小动态范围
arXiv - MATH - Optimization and Control Pub Date : 2024-09-17 DOI: arxiv-2409.10863
Thore Gerlach, Nico Piatkowski
{"title":"Dynamic Range Reduction via Branch-and-Bound","authors":"Thore Gerlach, Nico Piatkowski","doi":"arxiv-2409.10863","DOIUrl":"https://doi.org/arxiv-2409.10863","url":null,"abstract":"The demand for high-performance computing in machine learning and artificial\u0000intelligence has led to the development of specialized hardware accelerators\u0000like Tensor Processing Units (TPUs), Graphics Processing Units (GPUs), and\u0000Field-Programmable Gate Arrays (FPGAs). A key strategy to enhance these\u0000accelerators is the reduction of precision in arithmetic operations, which\u0000increases processing speed and lowers latency - crucial for real-time AI\u0000applications. Precision reduction minimizes memory bandwidth requirements and\u0000energy consumption, essential for large-scale and mobile deployments, and\u0000increases throughput by enabling more parallel operations per cycle, maximizing\u0000hardware resource utilization. This strategy is equally vital for solving\u0000NP-hard quadratic unconstrained binary optimization (QUBO) problems common in\u0000machine learning, which often require high precision for accurate\u0000representation. Special hardware solvers, such as quantum annealers, benefit\u0000significantly from precision reduction. This paper introduces a fully\u0000principled Branch-and-Bound algorithm for reducing precision needs in QUBO\u0000problems by utilizing dynamic range as a measure of complexity. Experiments\u0000validate our algorithm's effectiveness on an actual quantum annealer.","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"16 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142254488","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Contraction Analysis of Continuation Method for Suboptimal Model Predictive Control 次优模型预测控制连续法的收缩分析
arXiv - MATH - Optimization and Control Pub Date : 2024-09-17 DOI: arxiv-2409.10970
Ryotaro Shima, Yuji Ito, Tatsuya Miyano
{"title":"Contraction Analysis of Continuation Method for Suboptimal Model Predictive Control","authors":"Ryotaro Shima, Yuji Ito, Tatsuya Miyano","doi":"arxiv-2409.10970","DOIUrl":"https://doi.org/arxiv-2409.10970","url":null,"abstract":"This letter presents contraction analysis of continuation method for\u0000suboptimal model predictive control. A contraction metric is proposed that\u0000reflects hierarchical dynamics inherent in the continuation method and, thus,\u0000leads us to a pair of tractable matrix inequalities characterizing contraction\u0000of closed-loop system controlled by the continuation method. A numerical\u0000example verifies our contraction analysis and demonstrates the tractability of\u0000the presented matrix inequalities.","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"10 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142254636","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Existence of eigensets on bilinear control systems 双线性控制系统上等位集的存在性
arXiv - MATH - Optimization and Control Pub Date : 2024-09-17 DOI: arxiv-2409.11194
Eduardo Celso Viscovini
{"title":"Existence of eigensets on bilinear control systems","authors":"Eduardo Celso Viscovini","doi":"arxiv-2409.11194","DOIUrl":"https://doi.org/arxiv-2409.11194","url":null,"abstract":"For bilinear control systems in $mathbb{R}^d$ we prove, under an\u0000accessibility hypothesis, the existence of a nontrivial compact set\u0000$Dsubsetmathbb{R}^d$ satisfying $mathcal{O}_t(D)=e^{tR}D$ for all $t>0$,\u0000where $Rinmathbb{R}$ is a fixed constant and $mathcal{O}_t(D)$ denotes the\u0000orbit from $D$ at time $t$. This property generalizes the trajectory of an\u0000eigenvector on a linear dynamical system, and merits such a set the name\u0000\"eigenset\".","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"192 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142254613","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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